The warehouse club is known for its bulk sizes and deals, but there are plenty of options for members looking for something special. Costco Wine Blog founder and editor Andrew Cullen and contributing reviewer Erin Reyes told Business Insider about wines that are worth it.

Opus One

For shoppers looking for something extra special, Reyes mentioned that some clubs get a shipment of bottles from the uber-expensive Opus One Winery every year. She added that the bottles, which sell for about $300, are "hard to get" and sell out quickly.

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Tip: If you've decided to spring for a pricey wine, still dig around in the bin

"Costco will put different vintages of the same wine in the same bin, at the same price," Cullen said.

He said he once found three different vintages of the same wine in a bin. So, if you've got your heart set on an expensive bottle, there's a possibility you'll be able to get a better vintage for the same price.